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CBOE DJIA Volatility Index Asy. Power MEM Volatility Analysis
Volatility Prediction for Monday, March 16th, 2026:118.37% (-2.10%)
Analysis last updated: Monday, March 16, 2026 at 11:39 AM UTC
Date Range:

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to

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graph of CBOE DJIA Volatility Index APMEM
paramt-stat
ω0.66458.37
α0.161332.58
β0.8032128.80
γ-0.2118-15.71
δ1.233025.08
Estimation Period:
Oct 6, 1997 to Mar 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts